Pages that link to "Item:Q2474394"
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The following pages link to Modeling statistical dependence of Markov chains via copula models (Q2474394):
Displaying 21 items.
- Intricacies of dependence between components of multivariate Markov chains: weak Markov consistency and weak Markov copulae (Q388912) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- The copula echo state network (Q645889) (← links)
- A copula model for marked point processes (Q746484) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- A higher order Markov model for analyzing covariate dependence (Q1031632) (← links)
- Copulas and Markov processes (Q1203584) (← links)
- Geometrical modelling of Markovian dependence (Q1374098) (← links)
- A copula-based Markov chain model for serially dependent event times with a dependent terminal event (Q2068940) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- Dependence and mixing for perturbations of copula-based Markov chains (Q2244555) (← links)
- Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270) (← links)
- Estimation of medical costs by copula models with dynamic change of health status (Q2445362) (← links)
- COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (Q3181950) (← links)
- Modeling Dependencies with Copulae (Q3542243) (← links)
- On a Copula for Failure Times of System Elements (Q4562186) (← links)
- Model diagnostic procedures for copula-based Markov chain models for statistical process control (Q5082704) (← links)
- A copula-based partition Markov procedure (Q5160264) (← links)
- (Q5879919) (← links)
- COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650) (← links)
